BNP Paribas Put 180 UHR 20.12.2024
/ DE000PC387R5
BNP Paribas Put 180 UHR 20.12.202.../ DE000PC387R5 /
| 2024-07-30 10:05:51 AM |
Chg.- |
Bid9:35:04 AM |
Ask9:35:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
- |
1.09
Bid Size: 10,000 |
1.11
Ask Size: 10,000 |
SWATCH GROUP I |
180.00 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
PC387R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.27 |
| Parity: |
0.27 |
| Time value: |
1.03 |
| Break-even: |
174.71 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
1.56% |
| Delta: |
-0.47 |
| Theta: |
-0.04 |
| Omega: |
-6.62 |
| Rho: |
-0.39 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.13 |
| Previous Close: |
1.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.52% |
| 1 Month |
|
|
-3.42% |
| 3 Months |
|
|
+0.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.56 |
1.13 |
| 1M High / 1M Low: |
1.65 |
0.90 |
| 6M High / 6M Low: |
1.65 |
0.80 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
300.77% |
| Volatility 6M: |
|
168.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
